Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.559017 0.626405 0.702031 0.793864 0.903269 1.030600 1.191734
2024-12-08 00:00:00+00:00 0.462944 0.542601 0.637957 0.762358 0.923186 1.128212 1.416414
2024-12-15 00:00:00+00:00 0.417789 0.507803 0.621433 0.779034 0.998133 1.302145 1.776060
2024-12-22 00:00:00+00:00 0.389615 0.488621 0.619546 0.811457 1.097023 1.527495 2.274277
2024-12-29 00:00:00+00:00 0.361282 0.464783 0.607000 0.825461 1.170482 1.731416 2.810167
2025-01-05 00:00:00+00:00 0.336638 0.442594 0.593078 0.834005 1.235674 1.936993 3.431469
2025-01-12 00:00:00+00:00 0.312299 0.417950 0.572147 0.827770 1.274337 2.105371 4.055732
2025-01-19 00:00:00+00:00 0.284505 0.385548 0.535905 0.791507 1.253682 2.156328 4.443120
2025-01-26 00:00:00+00:00 0.270690 0.372568 0.527884 0.800472 1.315829 2.389206 5.414767
2025-02-02 00:00:00+00:00 0.258891 0.361495 0.521495 0.810940 1.382365 2.651794 6.658684
2025-02-09 00:00:00+00:00 0.244878 0.345793 0.505980 0.802844 1.409898 2.833304 7.799012
2025-02-16 00:00:00+00:00 0.234609 0.335173 0.497794 0.806952 1.463545 3.097978 9.508102
2025-02-23 00:00:00+00:00 0.217671 0.313140 0.469240 0.770619 1.425740 3.119023 10.294248
2025-03-02 00:00:00+00:00 0.203033 0.293963 0.444187 0.738441 1.392329 3.144945 11.171785
2025-03-09 00:00:00+00:00 0.197139 0.288758 0.442975 0.753162 1.471318 3.534546 14.596797
2025-03-16 00:00:00+00:00 0.193964 0.287785 0.449045 0.783284 1.594806 4.129496 20.862228
2025-03-23 00:00:00+00:00 0.188556 0.282621 0.447013 0.796108 1.677607 4.635442 28.426329
2025-03-30 00:00:00+00:00 0.182892 0.276633 0.442923 0.803914 1.749163 5.146508 38.846818
2025-04-06 00:00:00+00:00 0.175942 0.267974 0.433116 0.797794 1.780431 5.515102 50.233682
2025-04-13 00:00:00+00:00 0.166125 0.253758 0.411765 0.763214 1.721840 5.454941 54.252548
2025-04-20 00:00:00+00:00 0.161956 0.249381 0.409127 0.771664 1.795198 6.070994 79.782480
2025-04-27 00:00:00+00:00 0.158202 0.245527 0.407205 0.781567 1.876105 6.799167 125.787283
2025-05-04 00:00:00+00:00 0.152825 0.238447 0.398389 0.773847 1.898530 7.231788 177.847021